Biorthogonal rational functions and the generalized eigenvalue problem

Abstract

We present some general results concerning so-called biorthogonal polynomials of RII type introduced by M. Ismail and D. Masson. These polynomials give rise to a pair of rational functions which are biorthogonal with respect to a linear functional. It is shown that these rational functions naturally appear as eigenvectors of the generalized eigenvalue problem for two arbitrary tri-diagonal matrices. We study spectral transformations of these functions leading to a rational modification of the linear functional. An analogue of the Christoffel-Darboux formula is obtained. © 1999 Academic Press.